VAL
Valaris LimitedClose $109.59EOD onlyThis page reflects VAL options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.
Open Interest by Strike
IV Skew
Volume by Strike
Calls
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 15.00 | 90.00 | 92.50 | 96.40 | 0.00 | 1 | 2 | 498.4% | 0.983 | 0.0003 | -0.113 | 0.013 | 0.009 |
| 22.50 | 78.40 | 85.00 | 89.00 | 0.00 | 1 | 1 | 398.2% | 0.976 | 0.0005 | -0.123 | 0.018 | 0.014 |
| 25.00 | 30.79 | 63.90 | 68.20 | 0.00 | 1 | 16 | 0.0% | 1.000 | 0.0000 | -0.003 | 0.000 | 0.020 |
| 30.00 | 47.90 | 0.00 | 0.00 | 0.00 | 11 | 0 | 0.0% | 1.000 | 0.0000 | -0.004 | 0.000 | 0.024 |
| 32.50 | 45.00 | 0.00 | 0.00 | 0.00 | 127 | 0 | 0.0% | 1.000 | 0.0000 | -0.004 | 0.000 | 0.026 |
| 35.00 | 63.19 | 68.30 | 72.10 | 0.00 | 1 | 106 | 0.0% | 1.000 | 0.0000 | -0.004 | 0.000 | 0.028 |
| 37.50 | 61.70 | 70.00 | 73.80 | 0.00 | 20 | 61 | 267.2% | 0.964 | 0.0009 | -0.115 | 0.024 | 0.025 |
| 40.00 | 58.50 | 0.00 | 0.00 | 0.00 | 55 | 0 | 0.0% | 1.000 | 0.0000 | -0.005 | 0.000 | 0.032 |
| 42.50 | 58.00 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | 1.000 | 0.0000 | -0.005 | 0.000 | 0.034 |
| 45.00 | 44.33 | 62.50 | 66.60 | 0.00 | 10 | 59 | 235.9% | 0.953 | 0.0013 | -0.128 | 0.030 | 0.030 |
| 47.50 | 30.35 | 0.00 | 0.00 | 0.00 | 10 | 0 | 0.0% | 1.000 | 0.0000 | -0.006 | 0.000 | 0.038 |
| 50.00 | 40.04 | 57.60 | 61.50 | 0.00 | 1 | 512 | 208.8% | 0.949 | 0.0016 | -0.122 | 0.032 | 0.034 |
| 52.50 | 44.20 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | 1.000 | 0.0000 | -0.006 | 0.000 | 0.042 |
| 55.00 | 54.53 | 52.90 | 55.70 | 10.18 | 10 | 192 | 163.2% | 0.959 | 0.0018 | -0.083 | 0.027 | 0.039 |
| 57.50 | 47.39 | 50.30 | 53.20 | 0.00 | 2 | 21 | 154.2% | 0.956 | 0.0019 | -0.082 | 0.029 | 0.041 |
| 60.00 | 25.85 | 0.00 | 0.00 | 0.00 | 2 | 0 | 0.0% | 1.000 | 0.0000 | -0.007 | 0.000 | 0.048 |
| 62.50 | 34.80 | 0.00 | 0.00 | 0.00 | 2 | 0 | 0.0% | 1.000 | 0.0000 | -0.007 | 0.000 | 0.049 |
| 65.00 | 48.30 | 42.90 | 45.70 | 0.00 | 1 | 62 | 129.2% | 0.948 | 0.0027 | -0.080 | 0.033 | 0.046 |
| 67.50 | 13.43 | 0.00 | 0.00 | 0.00 | 45 | 0 | 0.0% | 1.000 | 0.0000 | -0.008 | 0.000 | 0.053 |
| 70.00 | 20.26 | 37.90 | 41.90 | 0.00 | 5 | 212 | 86.8% | 0.975 | 0.0021 | -0.034 | 0.018 | 0.053 |
| 75.00 | 34.40 | 33.00 | 36.00 | 0.80 | 1 | 1,031 | 106.4% | 0.923 | 0.0044 | -0.090 | 0.045 | 0.052 |
| 77.50 | 17.30 | 0.00 | 0.00 | 0.00 | 10 | 0 | 0.0% | 1.000 | 0.0000 | -0.009 | 0.000 | 0.061 |
| 80.00 | 33.80 | 27.90 | 31.70 | 0.00 | 51 | 62 | 59.9% | 0.976 | 0.0031 | -0.027 | 0.018 | 0.061 |
| 82.50 | 19.07 | 9.50 | 13.00 | 0.00 | 7 | 0 | 0.0% | 1.000 | 0.0000 | -0.010 | 0.000 | 0.065 |
| 85.00 | 19.63 | 23.30 | 26.40 | 0.00 | 6 | 64 | 52.0% | 0.966 | 0.0046 | -0.030 | 0.023 | 0.064 |
| 87.50 | 17.29 | 20.80 | 23.60 | 0.00 | 21 | 22 | 73.6% | 0.886 | 0.0085 | -0.084 | 0.060 | 0.058 |
| 90.00 | 13.62 | 18.50 | 21.30 | 0.00 | 2 | 1,068 | 69.9% | 0.868 | 0.0099 | -0.088 | 0.066 | 0.058 |
| 92.50 | 8.00 | 16.50 | 19.20 | 0.00 | 1 | 2 | 68.4% | 0.840 | 0.0115 | -0.097 | 0.075 | 0.058 |
| 95.00 | 17.12 | 14.40 | 17.10 | 0.00 | 3 | 41 | 66.1% | 0.810 | 0.0133 | -0.104 | 0.084 | 0.057 |
| 97.50 | 15.04 | 12.40 | 15.30 | 0.00 | 1 | 5 | 50.3% | 0.821 | 0.0168 | -0.079 | 0.081 | 0.060 |
| 100.00 | 13.56 | 10.70 | 13.70 | -1.04 | 2 | 483 | 52.4% | 0.763 | 0.0191 | -0.095 | 0.095 | 0.057 |
| 105.00 | 9.32 | 8.00 | 10.30 | -1.35 | 8 | 1,161 | 53.9% | 0.648 | 0.0223 | -0.114 | 0.115 | 0.049 |
| 110.00 | 6.60 | 5.60 | 7.20 | -1.50 | 5 | 456 | 52.6% | 0.529 | 0.0245 | -0.118 | 0.123 | 0.041 |
| 115.00 | 4.95 | 4.40 | 6.60 | -0.95 | 15 | 18 | 61.7% | 0.432 | 0.0206 | -0.134 | 0.121 | 0.033 |
| 120.00 | 4.15 | 3.10 | 4.90 | 0.00 | 79 | 171 | 62.4% | 0.341 | 0.0190 | -0.126 | 0.113 | 0.027 |
| 125.00 | 3.02 | 0.55 | 3.70 | 0.00 | 5 | 16 | 55.4% | 0.229 | 0.0177 | -0.092 | 0.094 | 0.018 |
| 130.00 | 2.08 | 0.05 | 2.75 | 0.00 | 5 | 13 | 55.9% | 0.163 | 0.0142 | -0.075 | 0.076 | 0.013 |
| 135.00 | 1.37 | 0.05 | 2.10 | 0.00 | 1 | 16 | 59.0% | 0.125 | 0.0113 | -0.066 | 0.064 | 0.010 |
| 140.00 | 2.15 | 0.00 | 0.00 | 0.00 | 1 | 0 | 25.0% | 0.000 | 0.0002 | -0.000 | 0.000 | 0.000 |
| 145.00 | 0.87 | 0.05 | 1.85 | 0.00 | 3 | 4 | 70.3% | 0.097 | 0.0079 | -0.066 | 0.053 | 0.008 |
| 150.00 | 0.57 | 0.05 | 0.55 | 0.00 | 23 | 9 | 60.2% | 0.040 | 0.0047 | -0.028 | 0.027 | 0.003 |
| 155.00 | 0.90 | 0.00 | 1.05 | 0.58 | 1 | 23 | 72.3% | 0.057 | 0.0051 | -0.045 | 0.035 | 0.005 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 15.00 | 0.15 | 0.00 | 0.35 | 0.00 | 0 | 10 | 318.0% | -0.004 | 0.0001 | -0.019 | 0.003 | -0.000 |
| 17.50 | 0.10 | 0.00 | 1.30 | 0.00 | 2 | 1 | 363.7% | -0.011 | 0.0002 | -0.054 | 0.009 | -0.001 |
| 20.00 | 0.65 | 0.05 | 0.75 | 0.00 | 1 | 13 | 308.6% | -0.008 | 0.0002 | -0.037 | 0.007 | -0.001 |
| 25.00 | 0.42 | 0.00 | 0.75 | 0.00 | 2 | 5 | 265.6% | -0.009 | 0.0003 | -0.035 | 0.008 | -0.001 |
| 27.50 | 0.30 | 0.05 | 0.75 | 0.00 | 1 | 27 | 251.8% | -0.011 | 0.0004 | -0.037 | 0.009 | -0.001 |
| 30.00 | 0.70 | 0.00 | 1.30 | 0.00 | 53 | 162 | 258.1% | -0.016 | 0.0005 | -0.054 | 0.012 | -0.002 |
| 32.50 | 0.70 | 0.15 | 0.85 | 0.00 | 5 | 1,129 | 231.4% | -0.014 | 0.0005 | -0.044 | 0.011 | -0.002 |
| 35.00 | 0.30 | 0.00 | 1.30 | 0.00 | 1 | 1,625 | 229.0% | -0.018 | 0.0006 | -0.054 | 0.014 | -0.002 |
| 37.50 | 0.09 | 0.00 | 1.30 | 0.00 | 2 | 1,001 | 216.1% | -0.019 | 0.0007 | -0.054 | 0.014 | -0.002 |
| 40.00 | 0.45 | 0.00 | 0.00 | 0.00 | 124 | 0 | 50.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 42.50 | 1.65 | 0.00 | 2.05 | 0.00 | 1 | 6 | 211.9% | -0.029 | 0.0010 | -0.075 | 0.021 | -0.003 |
| 45.00 | 0.30 | 0.00 | 1.35 | 0.00 | 3 | 33 | 183.7% | -0.024 | 0.0010 | -0.054 | 0.017 | -0.003 |
| 47.50 | 2.15 | 0.05 | 1.85 | 0.00 | 1 | 24 | 186.4% | -0.031 | 0.0012 | -0.070 | 0.022 | -0.003 |
| 50.00 | 0.80 | 0.00 | 1.55 | 0.00 | 4 | 60 | 168.8% | -0.029 | 0.0013 | -0.059 | 0.021 | -0.003 |
| 52.50 | 1.20 | 0.00 | 1.30 | 0.00 | 2 | 364 | 153.9% | -0.027 | 0.0013 | -0.051 | 0.019 | -0.003 |
| 55.00 | 4.30 | 0.05 | 2.20 | 0.00 | 2 | 205 | 163.8% | -0.042 | 0.0018 | -0.077 | 0.028 | -0.004 |
| 57.50 | 1.86 | 0.00 | 0.00 | 0.00 | 1 | 0 | 50.0% | -0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 60.00 | 0.10 | 0.00 | 1.30 | 0.05 | 1 | 33 | 129.3% | -0.033 | 0.0018 | -0.050 | 0.022 | -0.003 |
| 62.50 | 1.05 | 0.05 | 2.25 | 0.00 | 1 | 5 | 138.5% | -0.050 | 0.0024 | -0.076 | 0.032 | -0.005 |
| 65.00 | 0.05 | 0.00 | 1.00 | 0.00 | 1 | 24 | 108.5% | -0.031 | 0.0021 | -0.040 | 0.021 | -0.003 |
| 67.50 | 0.85 | 0.00 | 1.55 | 0.00 | 1 | 4 | 111.7% | -0.044 | 0.0027 | -0.055 | 0.029 | -0.004 |
| 70.00 | 0.13 | 0.00 | 1.60 | -0.17 | 5 | 11 | 105.4% | -0.048 | 0.0030 | -0.055 | 0.031 | -0.005 |
| 75.00 | 1.30 | 0.00 | 0.70 | 0.00 | 2 | 2,007 | 77.1% | -0.031 | 0.0029 | -0.028 | 0.021 | -0.003 |
| 77.50 | 0.30 | 0.00 | 1.75 | 0.00 | 5 | 6 | 87.4% | -0.061 | 0.0045 | -0.056 | 0.037 | -0.006 |
| 80.00 | 0.43 | 0.15 | 1.80 | 0.00 | 5 | 47 | 83.3% | -0.070 | 0.0052 | -0.059 | 0.042 | -0.007 |
| 82.50 | 0.53 | 0.00 | 1.85 | 0.00 | 1 | 5 | 75.8% | -0.073 | 0.0059 | -0.055 | 0.043 | -0.007 |
| 85.00 | 0.75 | 0.05 | 0.55 | 0.00 | 3 | 1,028 | 53.5% | -0.037 | 0.0049 | -0.023 | 0.025 | -0.003 |
| 87.50 | 0.90 | 0.10 | 0.70 | -0.63 | 1 | 7 | 51.5% | -0.050 | 0.0065 | -0.028 | 0.032 | -0.005 |
| 90.00 | 0.85 | 0.70 | 0.95 | 0.05 | 23 | 36 | 55.6% | -0.087 | 0.0093 | -0.046 | 0.049 | -0.008 |
| 92.50 | 3.70 | 0.75 | 2.25 | 0.00 | 1 | 3 | 60.3% | -0.135 | 0.0117 | -0.068 | 0.067 | -0.013 |
| 95.00 | 1.84 | 1.25 | 1.75 | 0.64 | 4 | 17 | 53.8% | -0.149 | 0.0140 | -0.064 | 0.072 | -0.014 |
| 97.50 | 2.30 | 1.70 | 2.35 | -3.65 | 29 | 3 | 53.4% | -0.191 | 0.0165 | -0.075 | 0.084 | -0.018 |
| 100.00 | 3.35 | 2.40 | 4.60 | 0.65 | 22 | 38 | 61.2% | -0.262 | 0.0172 | -0.102 | 0.101 | -0.025 |
| 105.00 | 4.75 | 4.50 | 6.60 | 0.65 | 14 | 6 | 62.2% | -0.363 | 0.0195 | -0.119 | 0.116 | -0.036 |
| 110.00 | 7.20 | 6.40 | 9.10 | 0.30 | 39 | 39 | 60.1% | -0.467 | 0.0214 | -0.120 | 0.123 | -0.047 |
Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.